Measuring Market Risk - Rilegato

Dowd, Kevin K.

Rilegato

ISBN 10: 0471521744 ISBN 13: 9780471521747

Casa editrice: John Wiley & Sons Ltd, 2002

Riassunto

The most up--to--date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring--from parametric versus nonparametric estimation to incre--mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab(r)--allowing the reader to simulate and run the examples in the book.

Su questo libro

Recensione

" of value to professional risk managers and academics who are serious about wanting to keep up to date with developments in market risk measurement " (Financial World, October 2002)

L'autore

Kevin Dowd (Nottingham, UK) is Professor of Financial Risk Management at Nottingham University Business School. He is the author of Beyond Value at Risk: The New Science of Risk Management (Wiley: 0–471–97621–0). Dowd regularly has articles published in Financial Engineering News and Derivatives Professional.

Dettagli dell'edizione

• Editore: John Wiley & Sons Ltd
• Data di pubblicazione: 2002
• Lingua: Inglese
• ISBN 10: 0471521744
• ISBN 13: 9780471521747
• Rilegatura: Copertina rigida
• Numero di pagine: 392
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile